-
Notifications
You must be signed in to change notification settings - Fork 1
A Matlab implementation of the Proportionality-based Two-phase Gradient Projection (P2GP) method
License
diserafi/P2GP
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
========================================================================================
P2GP v. 1.0
========================================================================================
P2GP is a Matlab package implementing the Proportionality-based Two-phase Gradient
Projection (P2GP) method, for the solution of Quadratic Programming problems with
a Single Linear constraint and Bounds on the variables (SLBQPs).
The package also includes SLBQPgen, a code for the generation of (convex and non-convex)
SLBQP test problems.
For details see
D. di Serafino, G. Toraldo, M. Viola and J. Barlow,
"A two-phase gradient method for quadratic programming problems with
a single linear constraint and bounds on the variables",
SIAM Journal on Optimization, 28 (4), pp. 2809-2838 (doi: 10.1137/17M1128538).
Authors:
Daniela di Serafino (daniela.diserafino@unicampania.it)
Gerardo Toraldo (toraldo@unina.it)
Marco Viola (marco.viola@uniroma1.it)
------------------------------------------------------------------------------------------
LIST OF P2GP FILES:
- p2gp.m : main function
- simproj.m : projection into the feasible set
- projgrad.m : computation of the projected gradient
- checkfeas.m : check on the feasible set
- gradcon.m : conjugate gradient method
- cg4dklin.m, cg4dk.m : functions for solving the subproblem in the minimization phase
via the CG method, in case of SLBQPs and BQPs (bound constraints
only), respectively
- sdc4dklin.m, sdc4dk.m : functions for solving the subproblem in the minimization phase
via the SDC or the SDA method, in case of SLBQPs and BQPs,
respectively
- linesearch1.m : monotone line search for the identification phase
- linesearch2.m : monotone line-search for the minimization phase
Other files:
test_basic.m : basic example of use of P2GP
test.m : example of use of P2GP on some problems built with the SLBQPgen
problem generator (stored in the folder './ExampleProblems')
------------------------------------------------------------------------------------------
LIST OF SLBQPgen FILES (in ./SLBQPgen)
- SLBQPgen.m : main function
- MatVetProduct.m : computation of Hessian-vector product
- launch_generator.m : example of use of SLBQPgen
------------------------------------------------------------------------------------------
About
A Matlab implementation of the Proportionality-based Two-phase Gradient Projection (P2GP) method
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published